Über das asymptotische Verhalten von Lösungen linearer stochastischer Differentialgleichungssysteme

DOI10.1002/zamm.19650450102zbMath0238.34096OpenAlexW2141744425MaRDI QIDQ5648777

Helga Königsdorf

Publication date: 1965

Published in: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.19650450102

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items (4)

Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise ⋮ Systems of differential inequalities and stochastic differential equations. III ⋮ Stability of linear systems with random parameters ⋮ Mean stability of linear ordinary differential equations with random coefficients

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